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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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On the Damodaran estimator of price adjustment coefficients
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000976835
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Parameter estimation and reverse martingales
Björk, Tomas; Johansson, Björn - 1995
Persistent link: https://www.econbiz.de/10000921862
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Modelling economic high-frequency time series
Lundbergh, Stefan - 1999
Persistent link: https://www.econbiz.de/10001401660
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10001372216
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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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A second-order approximation to the bias of OLS estimates in bivariate VAR systems
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000924446